NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2025 04:10 PM IST
| NIFTY 03APR2025 24100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.59
Theta: -3.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Apr | 23165.70 | 1.85 | -7.5 | 23.30 | 6,97,697 | 3,850 | 54,515 | |||
| 28 Mar | 23519.35 | 8.85 | -27.45 | 11.78 | 8,63,590 | 28,420 | 50,665 | |||
| 27 Mar | 23591.95 | 39.9 | 10.2 | 13.98 | 1,21,164 | 7,779 | 22,245 | |||
| 26 Mar | 23486.85 | 27.65 | -37.7 | 13.87 | 82,387 | 5,951 | 14,466 | |||
| 25 Mar | 23668.65 | 57 | -13.35 | 13.74 | 70,456 | 3,155 | 8,515 | |||
| 24 Mar | 23658.35 | 76 | 58.9 | 13.54 | 64,793 | 1,373 | 5,360 | |||
| 21 Mar | 23350.40 | 17.6 | 9.05 | 10.58 | 35,160 | 3,004 | 3,987 | |||
| 20 Mar | 23190.65 | 7.6 | 1.4 | 10.37 | 3,262 | 704 | 983 | |||
| 19 Mar | 22907.60 | 6.6 | 0.25 | 12.14 | 452 | 153 | 279 | |||
| 18 Mar | 22834.30 | 7.5 | 4.1 | 12.58 | 302 | 27 | 126 | |||
| 17 Mar | 22508.75 | 3.4 | -0.95 | 13.42 | 64 | 9 | 99 | |||
| 13 Mar | 22397.20 | 4.35 | -1.35 | 13.32 | 56 | 14 | 90 | |||
| 12 Mar | 22470.50 | 5.7 | -2.1 | 12.85 | 94 | 37 | 76 | |||
| 11 Mar | 22497.90 | 7.6 | -1.9 | 12.69 | 149 | -53 | 39 | |||
| 10 Mar | 22460.30 | 9.5 | -3.15 | 13.48 | 517 | 40 | 92 | |||
| 7 Mar | 22552.50 | 12.7 | -1.4 | 12.51 | 26 | 7 | 52 | |||
| 6 Mar | 22544.70 | 14.1 | 1.25 | 12.56 | 1 | 1 | 45 | |||
| 5 Mar | 22337.30 | 12.5 | 3.2 | 13.34 | 84 | 37 | 44 | |||
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| 4 Mar | 22082.65 | 9.3 | -2.65 | 14.26 | 23 | 7 | 7 | |||
| 3 Mar | 22119.30 | 11.95 | -145.25 | 14.35 | 3 | 0 | 0 | |||
| 28 Feb | 22124.70 | 157.2 | 0 | 5.73 | 0 | 0 | 0 | |||
| 27 Feb | 22545.05 | 157.2 | 0 | 4.35 | 0 | 0 | 0 | |||
| 25 Feb | 22547.55 | 157.2 | 0 | 4.17 | 0 | 0 | 0 | |||
| 24 Feb | 22553.35 | 157.2 | 0 | 4.03 | 0 | 0 | 0 | |||
For Nifty - strike price 24100 expiring on 03APR2025
Delta for 24100 CE is 0.01
Historical price for 24100 CE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 1.85, which was -7.5 lower than the previous day. The implied volatity was 23.30, the open interest changed by 3850 which increased total open position to 54515
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 8.85, which was -27.45 lower than the previous day. The implied volatity was 11.78, the open interest changed by 28420 which increased total open position to 50665
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 39.9, which was 10.2 higher than the previous day. The implied volatity was 13.98, the open interest changed by 7779 which increased total open position to 22245
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 27.65, which was -37.7 lower than the previous day. The implied volatity was 13.87, the open interest changed by 5951 which increased total open position to 14466
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 57, which was -13.35 lower than the previous day. The implied volatity was 13.74, the open interest changed by 3155 which increased total open position to 8515
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 76, which was 58.9 higher than the previous day. The implied volatity was 13.54, the open interest changed by 1373 which increased total open position to 5360
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 17.6, which was 9.05 higher than the previous day. The implied volatity was 10.58, the open interest changed by 3004 which increased total open position to 3987
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 7.6, which was 1.4 higher than the previous day. The implied volatity was 10.37, the open interest changed by 704 which increased total open position to 983
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 6.6, which was 0.25 higher than the previous day. The implied volatity was 12.14, the open interest changed by 153 which increased total open position to 279
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 7.5, which was 4.1 higher than the previous day. The implied volatity was 12.58, the open interest changed by 27 which increased total open position to 126
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 3.4, which was -0.95 lower than the previous day. The implied volatity was 13.42, the open interest changed by 9 which increased total open position to 99
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 4.35, which was -1.35 lower than the previous day. The implied volatity was 13.32, the open interest changed by 14 which increased total open position to 90
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 5.7, which was -2.1 lower than the previous day. The implied volatity was 12.85, the open interest changed by 37 which increased total open position to 76
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 7.6, which was -1.9 lower than the previous day. The implied volatity was 12.69, the open interest changed by -53 which decreased total open position to 39
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 9.5, which was -3.15 lower than the previous day. The implied volatity was 13.48, the open interest changed by 40 which increased total open position to 92
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 12.7, which was -1.4 lower than the previous day. The implied volatity was 12.51, the open interest changed by 7 which increased total open position to 52
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 14.1, which was 1.25 higher than the previous day. The implied volatity was 12.56, the open interest changed by 1 which increased total open position to 45
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 12.5, which was 3.2 higher than the previous day. The implied volatity was 13.34, the open interest changed by 37 which increased total open position to 44
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 9.3, which was -2.65 lower than the previous day. The implied volatity was 14.26, the open interest changed by 7 which increased total open position to 7
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 11.95, which was -145.25 lower than the previous day. The implied volatity was 14.35, the open interest changed by 0 which decreased total open position to 0
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 157.2, which was 0 lower than the previous day. The implied volatity was 5.73, the open interest changed by 0 which decreased total open position to 0
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 157.2, which was 0 lower than the previous day. The implied volatity was 4.35, the open interest changed by 0 which decreased total open position to 0
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 157.2, which was 0 lower than the previous day. The implied volatity was 4.17, the open interest changed by 0 which decreased total open position to 0
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 157.2, which was 0 lower than the previous day. The implied volatity was 4.03, the open interest changed by 0 which decreased total open position to 0
| NIFTY 03APR2025 24100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Apr | 23165.70 | 893.5 | 328 | - | 865 | -293 | 1,185 |
| 28 Mar | 23519.35 | 571.2 | 108.35 | 10.86 | 4,053 | 203 | 1,478 |
| 27 Mar | 23591.95 | 440.4 | -112.7 | - | 2,557 | 318 | 1,275 |
| 26 Mar | 23486.85 | 560.5 | 141.3 | - | 2,429 | 160 | 957 |
| 25 Mar | 23668.65 | 441.45 | 13 | 7.41 | 3,483 | 604 | 797 |
| 24 Mar | 23658.35 | 412 | -274.4 | 11.21 | 811 | 183 | 193 |
| 21 Mar | 23350.40 | 677.1 | -173.05 | 10.71 | 11 | 6 | 10 |
| 20 Mar | 23190.65 | 850.15 | -348.2 | 11.14 | 4 | 4 | 4 |
| 19 Mar | 22907.60 | 1198.35 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 22834.30 | 1198.35 | 52.6 | 19.29 | 1 | 0 | 0 |
| 17 Mar | 22508.75 | 1145.75 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 22397.20 | 1145.75 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 22470.50 | 1145.75 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 22497.90 | 1145.75 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 22460.30 | 1145.75 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 22552.50 | 1145.75 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 22544.70 | 1145.75 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 22337.30 | 1145.75 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 22082.65 | 1145.75 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 22119.30 | 1145.75 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 22124.70 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 22545.05 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 22547.55 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 22553.35 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 24100 expiring on 03APR2025
Delta for 24100 PE is -
Historical price for 24100 PE is as follows
On 1 Apr NIFTY was trading at 23165.70. The strike last trading price was 893.5, which was 328 higher than the previous day. The implied volatity was -, the open interest changed by -293 which decreased total open position to 1185
On 28 Mar NIFTY was trading at 23519.35. The strike last trading price was 571.2, which was 108.35 higher than the previous day. The implied volatity was 10.86, the open interest changed by 203 which increased total open position to 1478
On 27 Mar NIFTY was trading at 23591.95. The strike last trading price was 440.4, which was -112.7 lower than the previous day. The implied volatity was -, the open interest changed by 318 which increased total open position to 1275
On 26 Mar NIFTY was trading at 23486.85. The strike last trading price was 560.5, which was 141.3 higher than the previous day. The implied volatity was -, the open interest changed by 160 which increased total open position to 957
On 25 Mar NIFTY was trading at 23668.65. The strike last trading price was 441.45, which was 13 higher than the previous day. The implied volatity was 7.41, the open interest changed by 604 which increased total open position to 797
On 24 Mar NIFTY was trading at 23658.35. The strike last trading price was 412, which was -274.4 lower than the previous day. The implied volatity was 11.21, the open interest changed by 183 which increased total open position to 193
On 21 Mar NIFTY was trading at 23350.40. The strike last trading price was 677.1, which was -173.05 lower than the previous day. The implied volatity was 10.71, the open interest changed by 6 which increased total open position to 10
On 20 Mar NIFTY was trading at 23190.65. The strike last trading price was 850.15, which was -348.2 lower than the previous day. The implied volatity was 11.14, the open interest changed by 4 which increased total open position to 4
On 19 Mar NIFTY was trading at 22907.60. The strike last trading price was 1198.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Mar NIFTY was trading at 22834.30. The strike last trading price was 1198.35, which was 52.6 higher than the previous day. The implied volatity was 19.29, the open interest changed by 0 which decreased total open position to 0
On 17 Mar NIFTY was trading at 22508.75. The strike last trading price was 1145.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar NIFTY was trading at 22397.20. The strike last trading price was 1145.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar NIFTY was trading at 22470.50. The strike last trading price was 1145.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar NIFTY was trading at 22497.90. The strike last trading price was 1145.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar NIFTY was trading at 22460.30. The strike last trading price was 1145.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Mar NIFTY was trading at 22552.50. The strike last trading price was 1145.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar NIFTY was trading at 22544.70. The strike last trading price was 1145.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Mar NIFTY was trading at 22337.30. The strike last trading price was 1145.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar NIFTY was trading at 22082.65. The strike last trading price was 1145.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Mar NIFTY was trading at 22119.30. The strike last trading price was 1145.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Feb NIFTY was trading at 22124.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Feb NIFTY was trading at 22545.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Feb NIFTY was trading at 22547.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Feb NIFTY was trading at 22553.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
